+7.0%
IWF vs XME
+34.9%
-27.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -0.9% | -4.2% | +3.3% | +0.2% |
| 30D | -1.7% | -2.7% | +1.0% | -1.1% |
| 3M | +0.7% | -3.9% | +4.6% | +1.1% |
| 6M | +8.6% | -1.0% | +9.5% | +7.7% |
| YTD | +3.5% | +9.8% | -6.3% | -0.2% |
| 1Y | +7.0% | +32.5% | -25.5% | -3.1% |
| All | +7.0% | +34.9% | -27.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling